Contracts to buy

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  • 06/19/2018 at 6:07 AM #73618 quote
    ChrisNYE
    Participant
    Senior
    myATR = 5* averagetruerange[14](close)

SELLSHORT MYATR/250 CONTRACT AT MARKET
END IF

    I am trying to create code that will buy/sell contracts based on my atr and risk per trade amount i.e $250 but can’t get it to work

    06/19/2018 at 6:23 AM #73623 quote
    Vonasi
    Moderator
    Master

    What is the ATR of the instrument that you are working on? If it is less than 50 then you will always return a value of less than 1 and PRT will buy 1 contract.

    You ENDIF is also not correctly typed but this will not be the issue.

    06/19/2018 at 6:25 AM #73624 quote
    ChrisNYE
    Participant
    Senior

    Fx can be 0.00147 or an index it could be 10.2

    I thought PRT could now incorporate decimal size contracts?

    06/19/2018 at 6:39 AM #73626 quote
    Vonasi
    Moderator
    Master

    When you say ‘can’t get it to work’ what do you mean exactly. Does it buy nothing or does it buy but only contracts of size 1?

    Have you tried graphing the myATR/25?

    06/19/2018 at 6:42 AM #73627 quote
    Vonasi
    Moderator
    Master

    Sometimes PRT gets confused with division by zero. Try the following:

    MinimumSize = 1 //Minimum size position allowed for instrument
PositionSize = Max(MinimumSize,(MyATR/250))

SELLSHORT PositionSize contracts at market
    06/19/2018 at 6:54 AM #73629 quote
    ChrisNYE
    Participant
    Senior

    It does something just not what I wanted it to. It should have a max loss @$250 – this doesnt seem to be happening.

    Stupid q I am sure what is this graphing you are talking about?

    The code you gave me only seems to be buying 1 contract

    06/19/2018 at 7:11 AM #73630 quote
    Nicolas
    Keymaster
    Master

    Debugging in ProBacktest with GRAPH instruction

    immo_vienna thanked this post
    06/19/2018 at 7:30 AM #73638 quote
    ChrisNYE
    Participant
    Senior

    I have absolutely no idea what that is :(. It might as well be written in Mandarin

    06/19/2018 at 8:14 AM #73646 quote
    GraHal
    Participant
    Master
    Vonasi wrote:

    Have you tried graphing the myATR/25?

    Type

    ‘GRAPH myATR/250′

    at the bottom of your code and run the System and then you will see what the values are of, well errmm yes you’ve guessed it 🙂 …  myATR/250

    06/19/2018 at 9:13 AM #73654 quote
    ChrisNYE
    Participant
    Senior

    Ah ok that seems simple.

    I might time my art by 100 to get number above 1 and then * 5

    06/19/2018 at 9:30 PM #73706 quote
    ChrisNYE
    Participant
    Senior

    I have worked it out – At last I have a win on my side.

    The graph was what I needed – THANK YOU

    GraHal thanked this post
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Contracts to buy


ProOrder: Automated Strategies & Backtesting

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ChrisNYE @chrisnye Participant
Summary

This topic contains 10 replies,
has 4 voices, and was last updated by ChrisNYE
7 years, 8 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 06/19/2018
Status: Active
Attachments: No files
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